Euro Bund Future December 2009
Trading Metrics calculated at close of trading on 28-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
117.60 |
117.26 |
-0.34 |
-0.3% |
119.55 |
High |
117.60 |
117.26 |
-0.34 |
-0.3% |
119.55 |
Low |
117.60 |
117.26 |
-0.34 |
-0.3% |
118.46 |
Close |
117.60 |
117.38 |
-0.22 |
-0.2% |
118.46 |
Range |
|
|
|
|
|
ATR |
0.43 |
0.43 |
-0.01 |
-1.5% |
0.00 |
Volume |
331 |
1 |
-330 |
-99.7% |
436 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.30 |
117.34 |
117.38 |
|
R3 |
117.30 |
117.34 |
117.38 |
|
R2 |
117.30 |
117.30 |
117.38 |
|
R1 |
117.34 |
117.34 |
117.38 |
117.32 |
PP |
117.30 |
117.30 |
117.30 |
117.29 |
S1 |
117.34 |
117.34 |
117.38 |
117.32 |
S2 |
117.30 |
117.30 |
117.38 |
|
S3 |
117.30 |
117.34 |
117.38 |
|
S4 |
117.30 |
117.34 |
117.38 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.09 |
121.37 |
119.06 |
|
R3 |
121.00 |
120.28 |
118.76 |
|
R2 |
119.91 |
119.91 |
118.66 |
|
R1 |
119.19 |
119.19 |
118.56 |
119.01 |
PP |
118.82 |
118.82 |
118.82 |
118.73 |
S1 |
118.10 |
118.10 |
118.36 |
117.92 |
S2 |
117.73 |
117.73 |
118.26 |
|
S3 |
116.64 |
117.01 |
118.16 |
|
S4 |
115.55 |
115.92 |
117.86 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.26 |
2.618 |
117.26 |
1.618 |
117.26 |
1.000 |
117.26 |
0.618 |
117.26 |
HIGH |
117.26 |
0.618 |
117.26 |
0.500 |
117.26 |
0.382 |
117.26 |
LOW |
117.26 |
0.618 |
117.26 |
1.000 |
117.26 |
1.618 |
117.26 |
2.618 |
117.26 |
4.250 |
117.26 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
117.34 |
117.55 |
PP |
117.30 |
117.49 |
S1 |
117.26 |
117.44 |
|